+4,059.4%
KNX vs TKO
+1,400.2%
+2,659.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | +2.3% | -7.9% | -6.0% |
| 30D | -4.4% | -2.5% | -1.9% | -4.1% |
| 3M | -17.3% | -10.6% | -6.7% | -15.8% |
| 6M | +22.6% | -5.1% | +27.7% | +23.3% |
| YTD | +31.1% | -8.2% | +39.4% | +32.6% |
| 1Y | +60.2% | -4.4% | +64.6% | +60.6% |
| 3Y | +35.8% | +100.4% | -64.6% | +17.2% |
| 5Y | +38.9% | +294.3% | -255.4% | +4.5% |
| 10Y | +166.5% | +983.2% | -816.7% | +57.7% |
| All | +4,059.4% | +1,400.2% | +2,659.2% | +1,622.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling